Daily Analytics Dashboard
The Daily Analytics dashboard provides real-time analysis of options data, helping you understand market dynamics, support/resistance levels, and institutional positioning for any trading day.
Overview
Daily Analytics offers seven specialized views:
- Option Walls: Support and resistance from options positioning
- Gamma Exposure: Market maker hedging dynamics
- Delta Exposure: Directional positioning analysis
- Premium Distribution: Capital flow analysis
- Volume Analysis: Trading activity patterns
- Volatility Skew: Put/call implied volatility differentials
- Term Structure: Volatility across expiration dates
Option Walls Analysis
Option walls represent price levels with significant open interest that can act as support or resistance due to market maker hedging activity.
Understanding Option Walls
Call Walls (Resistance):
- Strikes with highest call open interest above current price
- Market makers short these calls, will hedge by selling stock
- Acts as resistance on rallies
- Stronger with higher gamma
Put Walls (Support):
- Strikes with highest put open interest below current price
- Market makers short these puts, will hedge by buying stock
- Acts as support on declines
- Dynamic hedging creates “pinning” effect
Intraday Price Action
The platform overlays option walls on intraday price charts:
- Real-time price movement
- Key strike levels highlighted
- Volume at each level
- Breaking through walls signals strength/weakness
Gamma Exposure (GEX) Analysis
Gamma exposure measures the rate of change in market maker hedging requirements, predicting market volatility and directionality.
Reading GEX Charts
Positive Gamma (Long Gamma):
- Market makers sell rallies, buy dips
- Suppresses volatility
- Mean-reverting price action
- Stable, grinding markets
Negative Gamma (Short Gamma):
- Market makers buy rallies, sell dips
- Amplifies volatility
- Trending, volatile markets
- Risk of gamma squeezes
Key GEX Levels
- Zero Gamma Level: Inflection point between volatility regimes
- Peak Call Gamma: Maximum resistance level
- Peak Put Gamma: Maximum support level
- Absolute Gamma: Total market maker exposure
Delta Exposure Analysis
Delta exposure shows the aggregate directional exposure from options positioning.
Interpreting Delta Charts
Net Delta Exposure:
- Positive: Net long positioning (bullish)
- Negative: Net short positioning (bearish)
- Magnitude: Size of directional bet
By Strike Analysis:
- Identifies where directional bets are concentrated
- Shows conviction levels at different prices
- Reveals hedging vs speculation patterns
Premium Distribution
Analyzes where option premium (capital) is concentrated across strikes.
Premium Flow Insights
High Premium Strikes:
- Institutional focus areas
- High conviction levels
- Potential support/resistance
- Event-driven positioning
Premium Imbalances:
- Call premium > Put premium: Bullish bias
- Put premium > Call premium: Bearish bias
- Balanced premium: Neutral/hedged market
Volume Analysis
Tracks intraday and daily option volume patterns.
Volume Patterns
Volume Distribution:
- By strike price
- By expiration date
- Call vs put volume
- Time-of-day patterns
Unusual Volume:
- Strikes with volume > open interest
- Sudden volume spikes
- Cross-exchange sweeps
- Block trade identification
Volatility Skew Analysis
Examines the difference in implied volatility between puts and calls at various strikes.
Skew Interpretation
Put Skew (Normal):
- OTM puts have higher IV than OTM calls
- Market pricing in downside risk
- Common in equity markets
- Indicates demand for protection
Call Skew (Reverse):
- OTM calls have higher IV than OTM puts
- Bullish speculation or squeeze risk
- Often seen before events
- Indicates upside demand
Skew Trading Signals
- Extreme skew: Potential mean reversion
- Skew changes: Sentiment shifts
- Term structure skew: Event positioning
- Cross-strike analysis: Butterfly opportunities
Term Structure Analysis
Shows implied volatility across different expiration dates.
Term Structure Patterns
Contango (Upward Sloping):
- Near-term IV < Long-term IV
- Normal market conditions
- No immediate event risk
- Favorable for calendar spreads
Backwardation (Inverted):
- Near-term IV > Long-term IV
- Event risk priced in
- Earnings/announcement expected
- Volatility selling opportunity
Using Daily Analytics
Workflow Example
- Morning Analysis
- Check option walls for key levels
- Review GEX for volatility regime
- Identify unusual volume/premium
- Intraday Monitoring
- Watch price action at walls
- Monitor gamma flip levels
- Track volume patterns
- Trade Planning
- Use walls for entry/exit levels
- Consider GEX for strategy selection
- Analyze skew for opportunity
Filtering and Customization
Available Filters
DTE (Days to Expiration):
- Range: 0-730 days
- Focus on near-term or LEAPS
- Event-specific analysis
Delta Range:
- Filter by moneyness
- ITM, ATM, or OTM focus
- Probability-based selection
Moneyness:
- Percentage from current price
- Narrow or wide strike selection
- Risk level filtering
Chart Customization
- Multiple timeframes
- Overlay indicators
- Export capabilities
- Real-time updates
Advanced Features
Multi-Expiry Analysis
Compare metrics across expirations:
- Rolling gamma exposure
- Term structure evolution
- Event impact isolation
- Seasonal patterns
Cross-Asset Correlation
- Sector comparison
- Index component analysis
- Volatility regime alignment
- Relative value identification
Integration with AI
AI-Powered Insights
Click the AI icon on any chart for:
- Pattern explanation
- Historical analogues
- Trading implications
- Risk considerations
Automated Alerts
Set alerts for:
- Wall breaches
- Gamma flips
- Skew extremes
- Volume spikes
Technical Implementation
Data Sources
- Real-time option chains
- Options trade data
- Historical comparisons
Calculation Methods
Gamma Exposure:
GEX = Spot × Gamma × Open Interest × Contract Size × Spot/100
Delta Exposure:
DEX = Delta × Open Interest × Contract Size × Spot
Best Practices
For Day Traders
- Focus on intraday walls - Key support/resistance
- Monitor gamma levels - Volatility expectations
- Track volume spikes - Institutional activity
- Use tight stops - Respect the levels
For Swing Traders
- Analyze multi-day patterns - Positioning changes
- Watch term structure - Event preparation
- Monitor skew changes - Sentiment shifts
- Plan around walls - Natural targets
For Options Writers
- Sell at high IV - Skew extremes
- Avoid negative gamma - Dangerous zones
- Use walls as guides - Strike selection
- Monitor premium flow - Competition assessment
Common Patterns
Pre-Market Patterns
- Overnight positioning changes
- Gap fill probabilities
- Opening drive direction
- Initial balance levels
Intraday Patterns
- Wall magnetism
- Gamma pinning
- Volume clusters
- Time-based flows
End-of-Day Patterns
- MOC imbalances
- Expiration effects
- Roll activity
- Next-day positioning
Risk Considerations
Limitations
- Walls can break
- Gamma can flip quickly
- Data delays possible
- Model assumptions
Risk Management
- Use multiple timeframes
- Confirm with price action
- Set appropriate stops
- Size positions properly
Subscription Requirements
Daily Analytics available with:
- Delta Plan: Full analytics access ($9/month)
- All higher tiers: Include daily analytics
Performance Metrics
- Updates: Every 30 seconds
- Calculations: Real-time
- History: 2+ years
- Accuracy: Institutional-grade
Note: Daily analytics are powerful tools but should be combined with other analysis methods. Market conditions can change rapidly, and past patterns don’t guarantee future results.
